+126.5%
HSY vs DG
+101.8%
+24.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | +0.1% | -6.5% | +6.6% | +1.4% |
| 30D | -5.2% | +4.2% | -9.3% | -6.0% |
| 3M | -3.4% | +9.5% | -12.9% | -5.2% |
| 6M | -19.2% | -13.1% | -6.1% | -17.4% |
| YTD | -2.6% | -4.8% | +2.2% | -2.4% |
| 1Y | -3.8% | +20.6% | -24.4% | -8.3% |
| 3Y | -10.6% | +4.9% | -15.6% | -15.9% |
| 5Y | +12.3% | -37.9% | +50.2% | +18.4% |
| All | +126.5% | +101.8% | +24.7% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling